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StochVolModels 2.4.0
What's Changed
- F1: add provisional capability contracts by @ArturSepp in #7
- feat: add Student-t terminal adapter by @ArturSepp in #8
- feat: add discrete TGARCH terminal path model by @ArturSepp in #9
- Add validated GMM terminal model by @ArturSepp in #10
- Add continuous LogSV path adapter by @ArturSepp in #11
- Add path products and valuation boundary by @ArturSepp in #12
- Adopt package analytics in the discrete-volatility book chapter by @ArturSepp in #13
- Add regime LogSV and Student risk-premia book analytics by @ArturSepp in #14
- Add cache-aware volatility-book smoke rollup by @ArturSepp in #15
- Harden book-analytics release readiness by @ArturSepp in #16
- Recover remaining branch and untrack private book materials by @ArturSepp in #17
- Release StochVolModels 2.4.0 by @ArturSepp in #18
New Contributors
- @ArturSepp made their first contribution in #7
Full Changelog: v2.3.0...v2.4.0